+31.7%
KRE vs INCY
+69.3%
-37.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -1.8% | -4.2% | +2.3% | -0.8% |
| 30D | -4.5% | +0.6% | -5.1% | -4.8% |
| 3M | +2.7% | +12.6% | -9.9% | -0.8% |
| 6M | +16.9% | +28.3% | -11.5% | +8.9% |
| YTD | +15.4% | +23.0% | -7.6% | +8.3% |
| 1Y | +16.1% | +41.0% | -24.9% | +4.3% |
| 3Y | +85.7% | +88.6% | -2.9% | +50.0% |
| All | +31.7% | +69.3% | -37.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling